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RE: st: Comparing 2 models with -test- command under SVY
Thank you, Richard.
The next question may seem very dumb so please forgive me in advance... if I run my model with the interaction term included and the Adjusted Wald Test is not significant then it means that the interaction term isn't adding anything to the model and doesn't need to be included, correct? I want to make sure that I am interpreting the results correctly.
Here are my results:
. xi3: svy: logit stigma_yn age*i.raceth i.union i.ieduc
i.raceth _Iraceth_1-4 (naturally coded; _Iraceth_1 omitted)
i.union _Iunion_1-4 (naturally coded; _Iunion_1 omitted)
i.ieduc _Iieduc_1-4 (naturally coded; _Iieduc_1 omitted)
(running logit on estimation sample)
Survey: Logistic regression
Number of strata = 7 Number of obs = 4146
Number of PSUs = 93 Population size = 4125.8935
Design df = 86
F( 13, 74) = 10.31
Prob > F = 0.0000
------------------------------------------------------------------------------
| Linearized
stigma_yn | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age | -.0146476 .0104339 -1.40 0.164 -.0353895 .0060943
_Iraceth_2 | -.9535953 .3791692 -2.51 0.014 -1.707359 -.1998318
_Iraceth_3 | -.2537373 .4319634 -0.59 0.558 -1.112452 .6049775
_Iraceth_4 | .3412812 .6012384 0.57 0.572 -.8539412 1.536504
_IagXra2 | -.0030552 .0149002 -0.21 0.838 -.0326758 .0265653
_IagXra3 | -.0044334 .016447 -0.27 0.788 -.037129 .0282622
_IagXra4 | -.0258847 .021805 -1.19 0.238 -.0692315 .0174621
_Iunion_2 | .104706 .1289563 0.81 0.419 -.1516507 .3610627
_Iunion_3 | .1423455 .1260422 1.13 0.262 -.1082181 .3929091
_Iunion_4 | .3995172 .1594685 2.51 0.014 .0825043 .7165301
_Iieduc_2 | .2056671 .1307533 1.57 0.119 -.0542618 .465596
_Iieduc_3 | .4083507 .1244856 3.28 0.001 .1608814 .65582
_Iieduc_4 | .5838105 .165504 3.53 0.001 .2547995 .9128215
_cons | 1.028945 .3189854 3.23 0.002 .3948228 1.663067
------------------------------------------------------------------------------
Note: variance scaled to handle strata with a single sampling unit.
. test _IagXra2 _IagXra3 _IagXra4
Adjusted Wald test
( 1) _IagXra2 = 0
( 2) _IagXra3 = 0
( 3) _IagXra4 = 0
F( 3, 84) = 0.51
Prob > F = 0.6775
________________________________________
From: [email protected] [[email protected]] On Behalf Of Richard Williams [[email protected]]
Sent: Friday, August 21, 2009 5:10 PM
To: [email protected]; [email protected]
Subject: Re: st: Comparing 2 models with -test- command under SVY
At 04:53 PM 8/21/2009, Shellenberg, Kristen wrote:
>I want to compare this model with a model without the interaction
>term...Can anyone help me understand how to how to compare the two
>models? I tried using the -test- command after running the model
>that includes the interaction term and forcing the coefficients of
>the interaction terms to =0 but it didn't work. Also, there are so
>many interaction terms b/c of all the dummy variables that it just
>seems like a big mess!!
>
>Any help would be greatly appreciated!
Kristen, all the dummies and interactions created by -xi3- get tacked
on as variables at the end of the file. So, it should just be a
matter of typing
test
and (before hitting return) selecting the interaction terms that were
created (which will start with _ and have an X in their names). A
simple example:
webuse nhanes2f
xi3: svy: reg weight i.female*i.race
test _Ife1Xra2 _Ife1Xra3
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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